Items where IIASA Author is "Poledna, Sebastian"

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Number of items: 44.

Article

Hommes, C., He, M., Poledna, S., Siqueira, M. & Zhang, Y. (2024). CANVAS: A Canadian behavioral agent-based model for monetary policy. Journal of Economic Dynamics and Control, e104986. 10.1016/j.jedc.2024.104986. (In Press)

Hochrainer-Stigler, S., Bachner, G., Knittel, N., Poledna, S., Reiter, K. & Bosello, F. (2024). Risk management against indirect risks from disasters: A multi-model and participatory governance framework applied to flood risk in Austria. International Journal of Disaster Risk Reduction 106, e104425. 10.1016/j.ijdrr.2024.104425.

Poledna, S., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Conte, A., Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Linnerooth-Bayer, J., Catalano, M. & Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 (2024). Economic and labour market impacts of migration in Austria: an agent-based modelling approach. Comparative Migration Studies 12 (1), e18. 10.1186/s40878-024-00374-3.

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S. & Reiter, K. (2023). Revealing indirect risks in complex socioeconomic systems: A highly detailed multi‐model analysis of flood events in Austria. Risk Analysis 44, 229-243. 10.1111/risa.14144.

Poledna, S., Miess, M.G., Hommes, C. & Rabitsch, K. (2022). Economic forecasting with an agent-based model. European Economic Review 151, e104306. 10.1016/j.euroecorev.2022.104306.

Gill, A., Lalith, M., Poledna, S., Hori, M., Fujita, K. & Ichimura, T. (2021). High-Performance Computing Implementations of Agent-Based Economic Models for Realizing 1:1 Scale Simulations of Large Economies. IEEE Transactions on Parallel and Distributed Systems 32 (8), 2101-2114. 10.1109/TPDS.2021.3060462.

Poledna, S., Martínez-Jaramillo, S., Caccioli, F. & Thurner, S. (2021). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability 52, e100808. 10.1016/j.jfs.2020.100808.

Pichler, A., Poledna, S. & Thurner, S. (2021). Systemic-risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. Journal of Financial Stability 52, e100809. 10.1016/j.jfs.2020.100809.

Hochrainer-Stigler, S., Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2020). Enhancing Resilience of Systems to Individual and Systemic Risk: Steps toward An Integrative Framework. International Journal of Disaster Risk Reduction 51, e101868. 10.1016/j.ijdrr.2020.101868.

Poledna, S., Miess, M.G. & Hommes, C.H. (2019). Economic Forecasting with an Agent-Based Model. SSRN Electronic Journal 10.2139/ssrn.3484768.

Hochrainer-Stigler, S., Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Brännström, Å., Linnerooth-Bayer, J., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2019). Measuring, modeling, and managing systemic risk: the missing aspect of human agency. Journal of Risk Research, 1-17. 10.1080/13669877.2019.1646312.

Klimek, P., Poledna, S. & Thurner, S. (2019). Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery. Nature Communications 10 (1), e1677. 10.1038/s41467-019-09357-w.

Hochrainer-Stigler, S., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393, Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Thurner, S., Poledna, S., Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Linnerooth-Bayer, J. & Brännström, Å. (2018). Integrating Systemic Risk and Risk Analysis Using Copulas. International Journal of Disaster Risk Science 9 (4), 561-567. 10.1007/s13753-018-0198-1.

Poledna, S., Hinteregger, A. & Thurner, S. (2018). Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation. Entropy 20 (10), p. 792. 10.3390/e20100792.

Leduc, M.V., Poledna, S. & Thurner, S. (2017). Systemic risk management in financial networks with credit default swaps. The Journal of Network Theory in Finance 3 (3), 19-39. 10.21314/JNTF.2017.034.

Poledna, S., Bochmann, O. & Thurner, S. (2017). Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. Journal of Economic Dynamics and Control 77, 230-246. 10.1016/j.jedc.2017.02.004.

Leduc, M.V., Poledna, S. & Thurner, S. (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. SSRN Electronic Journal, 1-20. 10.2139/ssrn.2713200.

Poledna, S. & Thurner, S. (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance, 1-15. 10.1080/14697688.2016.1156146.

Hochrainer-Stigler, S. & Poledna, S. (2016). Modelling Dependent Risk With Copulas: An Application On Flooding Using Agent-Based Modelling. Geoinformatics Research Papers 4 (BS4002) 10.2205/2016BS01Sochi.

Poledna, S., Molina-Borboa, J.L., Martinez-Jaramillo, S., van der Leij, M. & Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability 20, 70-81. 10.1016/j.jfs.2015.08.001.

Klimek, P., Poledna, S., Farmer, J.D. & Thurner, S. (2015). To bail-out or to bail-in? Answers from an agent-based model. Journal of Economic Dynamics and Control 50, 144-154. 10.1016/j.jedc.2014.08.020.

Poledna, S., Thurner, S., Farmer, J.D. & Geanakoplos, J. (2014). Leverage-induced systemic risk under Basle II and other credit risk policies. Journal of Banking & Finance 42 (1), 199-212. 10.1016/j.jbankfin.2014.01.038.

Thurner, S. & Poledna, S. (2013). DebtRank-transparency: Controlling systemic risk in financial networks. Scientific Reports 3, no.1888. 10.1038/srep01888.

Book Section

Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393, Hochrainer-Stigler, S. & Linkov, I. (2020). Systemic Risk Emerging from Interconnections: The Case of Financial Systems. In: Systemic Thinking for Policy Making: The Potential of Systems Analysis for Addressing Global Policy Challenges in the 21st Century. pp. 123-132 Paris, France: New Approaches to Economic Challenges, OECD Publishing. ISBN 978-92-64-49456-5 10.1787/879c4f7a-en.

Lalith, M., Gill, A., Poledna, S., Hori, M., Hikaru, I., Tomoyuki, N., Koyo, T. & Ichimura, T. (2019). Distributed Memory Parallel Implementation of Agent-Based Economic Models. In: Lecture Notes in Computer Science. pp. 419-433 Faro, Portugal: Springer. 10.1007/978-3-030-22741-8_30.

Hochrainer-Stigler, S., Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2018). IRGC resource guide on resilience (vol. 2): Domains of resilience for complex interconnected systems. In: Domains of resilience for complex interconnected systems. Eds. Trump, B.D., Florin, M.V. & Linkov, I., Lausanne, Switzerland: EPFL International Risk Governance Center.

Monograph

Magnuszewski, P., Campo, P., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Fresolone-Caparrós, A. ORCID: https://orcid.org/0000-0001-7221-3337, Linnerooth-Bayer, J., Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Pajak, M., Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Conte, A., Szewczyk, K. & Wegschaider, K. (2023). The Migration Policy Simulation: Engaging stakeholders in Austria’s migration future by linking an agent-based model with a policy exercise. IIASA Report. Laxenburg, Austria: IIASA

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S., Reiter, K. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 (2022). Revealing the indirect risks of flood events: A multi-model assessment for Austria. IIASA Report. Laxenburg, Austria: IIASA

Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Crespo Cuaresma, J., Kaniovski, S. & Miess, M. (2020). Recovery of the Austrian economy following the COVID-19 crisis can take up to three years. IIASA Policy Brief. Laxenburg, Austria: PB-26

Poledna, S., Miess, M.G. & Hommes, C.H. (2020). Economic Forecasting with an Agent-Based Model. IIASA Working Paper. Laxenburg, Austria: WP-20-001

Conference or Workshop Item

Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S., Hochrainer-Stigler, S., Sakic Trogrlic, R., Reiter, K. & Daniell, J. (2024). Assessing transboundary and intersectoral spillovers of multiple natural hazards in the Danube Region using a large-scale macroeconomic agent-based model. In: 3rd International Conference Natural Hazards and Risks in a Changing World Addressing Compound and Multi-Hazard Risk, 12-13 June 2024, Amsterdam.

Pajak, M., Magnuszewski, P., Poledna, S., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Conte, A., Linnerooth-Bayer, J., Fresolone-Caparrós, A. ORCID: https://orcid.org/0000-0001-7221-3337, Catalano, M. & Campo, P. (2023). A model-based policy exercise to examine climate migration policy in Europe. In: Klimatag 2023, 11-13 April 2023.

Poledna, S., Miess, M., Schmelzer, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Hochrainer-Stigler, S. & Thurner, S. (2017). Agent-based Modelling of Systemic Risk: A Big-data Approach. In: IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria.

Hochrainer-Stigler, S. & Poledna, S. (2016). Modelling Macroeconomic Effects of Natural Disaster Risk: A Large Scale Agent Based Modelling Approach Using Copulas. In: IDRiM 2016 7th International Conference on Integrated Disaster Risk Management Disasters and Development: Towards a Risk Aware Society, October 1-3, 2016, Isfahan, Islamic Republic of Iran.

Wildemeersch, M. ORCID: https://orcid.org/0000-0002-6660-2712, Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S. & Leduc, M. (2016). Network reslience and systemic risk. Methodological approaches to address network resilience. In: European Meetings on Cybernetics and Systems Research, 30 March-1 April 2016, Vienna.

Leduc, M.V., Poledna, S. & Thurner, S. (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: NetSci-X 2016, 11 -13 January, 2016, Wroclaw, Poland.

Leduc, M.V., Poledna, S. & Thurner, S. (2015). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria.

Data

Poledna, S. (2020). Economic Forecasting with an Agent-Based Model.

Other

Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Linnerooth-Bayer, J. (2023). A guide to the methodology and potential applications of economic agent-based models (ABMs). IIASA , Laxenburg.

Hommes, C., He, M., Poledna, S., Siqueira, M. & Zhang, Y. (2022). CANVAS: A Canadian Behavioral Agent-Based Model. Bank of Canada Staff Working Paper 2022-51 10.34989/SWP-2022-51.

Hochrainer-Stigler, S., Poledna, S., Knittel, N., Bachner, G. & Reiter, K. (2022). Modelling the indirect impacts of flood risks in Austria. International Institute for Applied Systems Analysis (IIASA) and Wegener Center for Climate and Global Change, University of Graz , Laxenburg, Austria.

Reiter, K., Hochrainer-Stigler, S., Bachner, G., Knittel, N. & Poledna, S. (2022). Indirect flood risk management in Austria: Challenges and ways forward. International Institute for Applied Systems Analysis (IIASA) and Wegener Center for Climate and Global Change, University of Graz

Poledna, S., Hochrainer-Stigler, S., Miess, M., Klimek, P., Schmelzer, S., Sorger, J., Shchekinova, E., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Linnerooth-Bayer, J., Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 & Thurner, S. (2018). When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters. arXiv preprint

This list was generated on Thu Nov 21 10:11:05 2024 UTC.